+64.1%
COP vs ES
+1.8%
+62.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.6% |
| 7D | -11.5% | +1.9% | -13.4% | -11.5% |
| 30D | +5.0% | +7.1% | -2.1% | +4.9% |
| 3M | +17.5% | -1.9% | +19.4% | +17.6% |
| 6M | +16.2% | +4.4% | +11.9% | +15.8% |
| YTD | +48.8% | +7.3% | +41.5% | +45.6% |
| 1Y | +64.1% | +2.1% | +62.0% | +61.8% |
| All | +64.1% | +1.8% | +62.3% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling